+267.2%
ALAB vs BBWI
-52.0%
+319.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -0.5% |
| 7D | +26.9% | -4.5% | +31.5% | +28.6% |
| 30D | -30.0% | +17.1% | -47.1% | -33.4% |
| 3M | -28.5% | +17.5% | -46.0% | -32.5% |
| 6M | +11.4% | +12.8% | -1.4% | +5.8% |
| YTD | +36.9% | +8.2% | +28.8% | +28.0% |
| 1Y | +44.4% | -1.8% | +46.2% | +38.1% |
| All | +267.2% | -52.0% | +319.2% | +310.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling